DOI: 10.68381/jca28006 ISSN: 0944-6532

Conjugate Convex Functions without Infinity

Fumioki Wada

Let

B_{r}(E) B r ( E )
be the closed ball of radius
r r
around the origin in a real Banach space
E E
and
\mathcal{F}_{r}(E) F r ( E )
be the set of all
r r
-Lipschitz continuous convex functions defined on
B_{r}(E) B r ( E )
. Suppose
f f
is a real-valued and bounded below function on
B_{r}(E) B r ( E )
. We define the
I I
-conjugate function
f^{I} f I
of
f f
to improve the Fenchel inequality and investigate the properties of
f^{I} f I
. In particular,
(f^{I})^{I} ( f I ) I
coincides with
f f
on
B_{r}(E) B r ( E )
if and only if
f f
is in
\mathcal{F}_{r}(E) F r ( E )
. Excluding the value
+\infty + ∞
, the transformation from
f f
to
f^{I} f I
enlarges the potentiality of the contribution to numerical computation for convex analysis.